Technical Note—Cyclic Variables and Markov Decision Processes

DOI10.1287/OPRE.2019.1913zbMath1457.90169OpenAlexW3023485746MaRDI QIDQ3387965

Avery Haviv

Publication date: 8 January 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2019.1913

zbMATH Keywords

optimizationseasonalitymarketingMarkov decision processeconomicseconometricsMarkovcyclic variablesdynamic programming/optimal controlinfinite-horizon dynamic programminginfinite stateestimation/statistical techniquesstructural dynamic models

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Cites Work

• Unnamed Item
• Unnamed Item
• Valuing programs with deterministic and stochastic cycles
• Constrained Optimization Approaches to Estimation of Structural Models
• Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher
• Swapping the Nested Fixed Point Algorithm: A Class of Estimators for Discrete Markov Decision Models

This page was built for publication: Technical Note—Cyclic Variables and Markov Decision Processes